更新時間: |
2019年2月15日
PM 9:37:34 |
恒生指數期權引伸波幅分析 |
日期 |
恒指波幅指數 |
恒生指數 |
20天歷史波幅 |
5天平均數 |
溢價 |
期權引伸波幅合理值 |
偏高 / 偏低 |
28/12/18 |
27.170% |
25504.20 |
18.490% |
19.001% |
+8.169% |
19.001% |
+8.169% |
31/12/18 |
25.030% |
25845.70 |
18.819% |
18.870% |
+6.160% |
23.520% |
+1.510% |
02/01/19 |
26.930% |
25130.35 |
20.916% |
19.164% |
+7.766% |
23.571% |
+3.359% |
03/01/19 |
25.170% |
25064.36 |
19.238% |
19.252% |
+5.918% |
23.521% |
+1.649% |
04/01/19 |
22.960% |
25626.03 |
21.282% |
19.749% |
+3.211% |
23.966% |
-1.006% |
07/01/19 |
22.180% |
25835.70 |
20.636% |
20.178% |
+2.002% |
23.990% |
-1.810% |
08/01/19 |
21.110% |
25875.45 |
18.595% |
20.134% |
+0.976% |
23.772% |
-2.662% |
09/01/19 |
20.430% |
26462.32 |
20.106% |
19.972% |
+0.458% |
23.416% |
-2.986% |
10/01/19 |
20.440% |
26521.43 |
19.617% |
20.047% |
+0.393% |
23.340% |
-2.900% |
11/01/19 |
19.640% |
26667.27 |
19.662% |
19.723% |
-0.083% |
22.801% |
-3.161% |
14/01/19 |
20.260% |
26298.33 |
19.584% |
19.513% |
+0.747% |
22.077% |
-1.817% |
15/01/19 |
19.480% |
26830.29 |
20.346% |
19.863% |
-0.383% |
22.310% |
-2.830% |
16/01/19 |
19.200% |
26902.10 |
19.499% |
19.742% |
-0.542% |
22.012% |
-2.812% |
17/01/19 |
19.300% |
26755.63 |
19.649% |
19.748% |
-0.448% |
21.857% |
-2.557% |
18/01/19 |
18.630% |
27090.81 |
19.617% |
19.739% |
-1.109% |
21.685% |
-3.055% |
21/01/19 |
19.130% |
27196.54 |
19.608% |
19.744% |
-0.614% |
21.203% |
-2.073% |
22/01/19 |
19.570% |
27005.45 |
19.672% |
19.609% |
-0.039% |
20.897% |
-1.327% |
23/01/19 |
18.800% |
27008.20 |
19.592% |
19.628% |
-0.828% |
20.756% |
-1.956% |
24/01/19 |
18.250% |
27120.98 |
19.577% |
19.613% |
-1.363% |
20.580% |
-2.330% |
25/01/19 |
17.770% |
27569.19 |
20.000% |
19.690% |
-1.920% |
20.498% |
-2.728% |
28/01/19 |
18.590% |
27576.96 |
20.009% |
19.770% |
-1.180% |
20.095% |
-1.505% |
29/01/19 |
18.500% |
27531.68 |
19.395% |
19.715% |
-1.215% |
19.877% |
-1.377% |
30/01/19 |
18.450% |
27642.85 |
17.098% |
19.216% |
-0.766% |
19.216% |
-0.766% |
31/01/19 |
18.010% |
27942.47 |
17.199% |
18.740% |
-0.730% |
22.896% |
-4.886% |
01/02/19 |
18.240% |
27930.74 |
14.690% |
17.678% |
+0.562% |
21.454% |
-3.214% |
04/02/19 |
18.580% |
27990.21 |
14.255% |
16.528% |
+2.052% |
19.650% |
-1.070% |
08/02/19 |
18.310% |
27946.32 |
14.369% |
15.522% |
+2.788% |
17.945% |
+0.365% |
11/02/19 |
17.660% |
28143.84 |
12.144% |
14.532% |
+3.128% |
16.441% |
+1.219% |
12/02/19 |
17.110% |
28171.33 |
12.163% |
13.524% |
+3.586% |
15.191% |
+1.919% |
13/02/19 |
17.100% |
28497.59 |
12.443% |
13.075% |
+4.025% |
14.578% |
+2.522% |
14/02/19 |
17.000% |
28432.05 |
11.568% |
12.537% |
+4.463% |
13.876% |
+3.124% |
15/02/19 |
18.130% |
27900.84 |
11.872% |
12.038% |
+6.092% |
13.225% |
+4.905% |
|
|
|
|
|
|
|
|